Man portable laser weapons and sidearms are not going happen soon at our current level of technology, mostly because the energy density of portable power sources is too low, and the heat rejection issues of lasers (especially visible light lasers) is pretty high (something like 20% of the input energy is converted to laser light). Even Free Electron Lasers with a theoretical "wall plug" efficiency of 65% would have issues, especially since an electron beam moving at close to the speed of light would be a source of pretty intense radiation.
There is a reason laser weapons are currently designed for use on ships, aircraft and large ground vehicles. More on the mechanics of laser weapons on the Atomic Rockets page.
As for sound effects, a pulse laser (which is what you are describing) would actually sound much like a current semiautomatic rifle or machine gun. Ne "pew pew" but rather "crack-crack-crack".
The reasons is the same as the clap of thunder accompanying a lightning bolt. The energetic laser beam causes the air to rapidly expand and clear the laser channel. Once the laser beam stops, air rushes back into the vacant space, creating a miniature clap of thunder. Since the laser pulse is moving at the speed of light, there is still a finite space the beam fills as the laser pulses, so there will be a gap for air to smash back into.
As for the mechanisms of damage from a laser weapon, Atomic Rockets has pages devoted to that as well (although the general thrust of that section is massive megawatt+ weapons for spaceships). The principles are the same, however, and by filling in the appropriate numbers, you can calculate the potential damage your laser weapon can cause, range and other important information.
Now the theoretical workaround for a man portable laser weapon is going to sound strange; use chemical energy stored in disposable cartridges. Each cartridge is pushed into a chamber where the energy is rapidly released. The hot gasses pass through a MHD generator, and the electrical energy is converted into laser energy while the empty cartridge is ejected and a fresh one inserted.
Of course, you could make things simple and just have the chemical energy drive a projectile directly...